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Estimation of a Stratified Error-Components Model*

. International Economic Review, 44 (2): 501--521 (121 May 2003)doi: 10.1111/1468-2354.t01-1-00078.

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A note on testing for switching regressions. Economics Letters, 35 (1): 31--33 (January 1991)Least absolute deviations estimation via the EM algorithm.. Stat. Comput., 12 (3): 281-285 (2002)Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence. Journal of Economic Dynamics and Control, 28 (9): 1801--1824 (July 2004)Partially adaptive estimation of autoregressive processes via a normal mixture. Journal of Statistical Planning and Inference, 105 (2): 313--326 (Jul 1, 2002)Forecasting in the presence of large shocks. Journal of Economic Dynamics and Control, 20 (9-10): 1581--1608 (00 1996)Estimation of a Stratified Error-Components Model*. International Economic Review, 44 (2): 501--521 (121 05 2003)doi: 10.1111/1468-2354.t01-1-00078.A constrained maximum-likelihood approach to estimating switching regressions. Journal of Econometrics, 48 (1-2): 241--262 (00 1991)Partially adaptive estimation via a normal mixture. Journal of Econometrics, 64 (1-2): 123--144 (00 1994)On the robustness of two alternatives to least squares: A Monte Carlo study. Economics Letters, 56 (1): 21--26 (Sep 26, 1997)